An investor sentiment barometer — Greek Implied Volatility Index (GRIV)
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- R. López & E. Navarro, 2013. "Interest rate and stock return volatility indices for the Eurozone. Investors' gauges of fear during the recent financial crisis," Applied Financial Economics, Taylor & Francis Journals, pages 1419-1432.
- Costas Siriopoulos & Athanasios Fassas, 2013. "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, pages 233-266.
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"Relationship of the Change in Implied Volatility with the Underlying Equity Index Return in Thailand,"
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- Thakolsri, Supachock & Sethapramote, Yuthana & Jiranyakul, Komain, 2015. "Relationship of the change in implied volatility with the underlying equity index return in Thailand," MPRA Paper 67986, University Library of Munich, Germany.
- repec:eee:finsta:v:30:y:2017:i:c:p:156-174 is not listed on IDEAS
More about this item
KeywordsImplied volatility indices; Athens Stock Exchange; VIX; VDAX;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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